CME British Pound Future September 2020

Trading Metrics calculated at close of trading on 23-Mar-2020

Day Change Summary
	Previous	Current
	20-Mar-2020	23-Mar-2020	Change	Change %	Previous Week
Open	1.1450	1.1587	0.0137	1.2%	1.2378
High	1.1950	1.1734	-0.0216	-1.8%	1.2380
Low	1.1450	1.1480	0.0030	0.3%	1.1450
Close	1.1595	1.1551	-0.0044	-0.4%	1.1595
Range	0.0500	0.0254	-0.0246	-49.2%	0.0930
ATR	0.0217	0.0220	0.0003	1.2%	0.0000
Volume	194	101	-93	-47.9%	1,922

Daily Pivots for day following 23-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2350	1.2205	1.1691
R3	1.2096	1.1951	1.1621
R2	1.1842	1.1842	1.1598
R1	1.1697	1.1697	1.1574	1.1643
PP	1.1588	1.1588	1.1588	1.1561
S1	1.1443	1.1443	1.1528	1.1389
S2	1.1334	1.1334	1.1504
S3	1.1080	1.1189	1.1481
S4	1.0826	1.0935	1.1411

Weekly Pivots for week ending 20-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.4598	1.4027	1.2107
R3	1.3668	1.3097	1.1851
R2	1.2738	1.2738	1.1766
R1	1.2167	1.2167	1.1680	1.1988
PP	1.1808	1.1808	1.1808	1.1719
S1	1.1237	1.1237	1.1510	1.1058
S2	1.0878	1.0878	1.1425
S3	0.9948	1.0307	1.1339
S4	0.9018	0.9377	1.1084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2300	1.1450	0.0850	7.4%	0.0402	3.5%	12%	False	False	349
10	1.3078	1.1450	0.1628	14.1%	0.0316	2.7%	6%	False	False	226
20	1.3211	1.1450	0.1761	15.2%	0.0200	1.7%	6%	False	False	190

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0036
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2814
2.618	1.2399
1.618	1.2145
1.000	1.1988
0.618	1.1891
HIGH	1.1734
0.618	1.1637
0.500	1.1607
0.382	1.1577
LOW	1.1480
0.618	1.1323
1.000	1.1226
1.618	1.1069
2.618	1.0815
4.250	1.0401

Fisher Pivots for day following 23-Mar-2020
Pivot	1 day	3 day
R1	1.1607	1.1700
PP	1.1588	1.1650
S1	1.1570	1.1601

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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